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SKY vs. NVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SKY and NVR is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

SKY vs. NVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Skyline Champion Corporation (SKY) and NVR, Inc. (NVR). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
981.11%
3,252.23%
SKY
NVR

Key characteristics

Sharpe Ratio

SKY:

0.78

NVR:

0.72

Sortino Ratio

SKY:

1.33

NVR:

1.15

Omega Ratio

SKY:

1.17

NVR:

1.14

Calmar Ratio

SKY:

1.33

NVR:

0.91

Martin Ratio

SKY:

3.32

NVR:

3.23

Ulcer Index

SKY:

9.37%

NVR:

5.20%

Daily Std Dev

SKY:

39.95%

NVR:

23.35%

Max Drawdown

SKY:

-93.05%

NVR:

-97.91%

Current Drawdown

SKY:

-11.94%

NVR:

-18.37%

Fundamentals

Market Cap

SKY:

$5.80B

NVR:

$25.95B

EPS

SKY:

$2.57

NVR:

$488.63

PE Ratio

SKY:

39.29

NVR:

17.33

PEG Ratio

SKY:

0.00

NVR:

4.89

Total Revenue (TTM)

SKY:

$2.30B

NVR:

$9.98B

Gross Profit (TTM)

SKY:

$610.07M

NVR:

$2.44B

EBITDA (TTM)

SKY:

$235.72M

NVR:

$2.07B

Returns By Period

In the year-to-date period, SKY achieves a 29.15% return, which is significantly higher than NVR's 15.72% return. Over the past 10 years, SKY has outperformed NVR with an annualized return of 39.41%, while NVR has yielded a comparatively lower 20.73% annualized return.


SKY

YTD

29.15%

1M

-2.88%

6M

33.60%

1Y

31.15%

5Y*

24.77%

10Y*

39.41%

NVR

YTD

15.72%

1M

-9.54%

6M

7.80%

1Y

18.32%

5Y*

16.14%

10Y*

20.73%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SKY vs. NVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Skyline Champion Corporation (SKY) and NVR, Inc. (NVR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SKY, currently valued at 0.78, compared to the broader market-4.00-2.000.002.000.780.79
The chart of Sortino ratio for SKY, currently valued at 1.33, compared to the broader market-4.00-2.000.002.004.001.331.24
The chart of Omega ratio for SKY, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.15
The chart of Calmar ratio for SKY, currently valued at 1.33, compared to the broader market0.002.004.006.001.331.00
The chart of Martin ratio for SKY, currently valued at 3.32, compared to the broader market0.0010.0020.003.323.44
SKY
NVR

The current SKY Sharpe Ratio is 0.78, which is comparable to the NVR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of SKY and NVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.78
0.79
SKY
NVR

Dividends

SKY vs. NVR - Dividend Comparison

Neither SKY nor NVR has paid dividends to shareholders.


TTM202320222021202020192018
SKY
Skyline Champion Corporation
0.00%0.00%0.00%0.00%0.00%0.00%4.25%
NVR
NVR, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SKY vs. NVR - Drawdown Comparison

The maximum SKY drawdown since its inception was -93.05%, roughly equal to the maximum NVR drawdown of -97.91%. Use the drawdown chart below to compare losses from any high point for SKY and NVR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.94%
-18.37%
SKY
NVR

Volatility

SKY vs. NVR - Volatility Comparison

Skyline Champion Corporation (SKY) has a higher volatility of 9.56% compared to NVR, Inc. (NVR) at 6.51%. This indicates that SKY's price experiences larger fluctuations and is considered to be riskier than NVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.56%
6.51%
SKY
NVR

Financials

SKY vs. NVR - Financials Comparison

This section allows you to compare key financial metrics between Skyline Champion Corporation and NVR, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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